-42.1%
ETHA vs APD
+34.3%
-76.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | -10.3% | +2.2% | -12.5% | -11.0% |
| 30D | -19.7% | +9.4% | -29.1% | -22.3% |
| 3M | +7.2% | +4.7% | +2.5% | +5.3% |
| 6M | -11.9% | +5.5% | -17.4% | -13.8% |
| YTD | -32.3% | +31.4% | -63.7% | -41.6% |
| 1Y | -41.1% | +24.1% | -65.2% | -47.8% |
| All | -42.1% | +34.3% | -76.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling